What makes depression different from the blues?

There is a wide spectrum of unhappiness, all the way from dysthymia or dysthymic mood disorder through various stages of depression, mild, moderate, and severe.  

Severe depression is especially debilitating and dangerous, with threat of lost productivity, destroyed careers and families, and suicide. Depression is definitely treatable and curable, so it is particularly important to seek treatment, and for friends and family to encourage victims of depression to seek treatment. Doctors, therapists, and even hairdressers and bartenders should be educated to counsel depressed people. Important interventions have started in the military because of a horrifyingly escalating rate of suicides in active military and returned vets.

Stress is definitely implicated in depression. There is new evidence that a pro-inflammatory state seen with stress, even low-grade chronic stress, with production of inflammatory substances called cytokines, is implicated in the cause of depression.

Many skilled therapists incorporate mindfulness into their therapeutic counseling. There is evidence that mindfulness practice may reduce the recurrence of depression. And there is a growing body of scientific evidence that reduction of stress through mindfulness (meditation) practices improves health and state of mind. 

There are many ways to reduce stress, both through formal practices like mindfulness, and also through involvement in activities that people find absorbing, like various forms of physical activity, music, art appreciation, involvement with family, friends, and pets. The important thing is to identify ways that reduce stress in your life and commit to treating yourself with stress reduction every day!

Depression is a serious medical condition that involves the body, mood, and thoughts. It affects how you eat and sleep. It alters your self-perception. It changes the way you think and feel. Men with a depressive illness can't just "snap out of it" or "pull themselves together," because depression isn't the same as a passing mood. Left untreated, depression may last for weeks, months, or years at a time.

Depressive illnesses can make routine tasks unbearably difficult. Pleasures that make life worth living-watching a football game, playing with children, even making love-can be drained of joy. Depression brings pain and disruption not only to the person who has it, but also to his family and others who care about him.

If you are experiencing some of the following symptoms, you may have a depressive illness. Ask yourself if you are feeling: sad or "empty"; irritable or angry; guilty or worthless; pessimistic or hopeless; tired or "slowed down"; restless or agitated; like no one cares about you; or like life is not worth living. You may also: sleep more or less than usual; eat more or less than usual; have persistent headaches, stomachaches or chronic pain; have trouble concentrating, remembering things or making decisions; lose interest in work or hobbies; or lose interest in sex.

If these symptoms are familiar, it's time to talk with your doctor. Depression is a real, medical illness that can be successfully treated, most often with medication, psychotherapy ("talk" therapy), or a combination of both. Support from family and friends plays an important role as well.

This answer is based on source information from  the National Institute of Mental Health .